She’s a Russian version of a Harpy: half-bird, half-woman. As the cynical among you might expect, the human bits include shapely naked lady breasts.
Like the Greek SIRENS, the ALKONOSTs are notorious for their hideously beautiful voices. They torment the damned with haunting terrible songs so they never get any peace. We have a feeling they practice a lot on the living. Just think Russia Mythology’s Got Talent.